Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.85% | 2.19 CHF | 2.20 CHF | 89'000 | 89'000 | 40'116 | 40'116 | 87'464 CHF | 88'086 CHF | 99.75% | 99.75% |
18.12.2024 | 0.81% | 2.22 CHF | 2.23 CHF | 88'000 | 88'000 | 39'567 | 39'567 | 88'026 CHF | 88'624 CHF | 99.13% | 99.13% |
17.12.2024 | 0.83% | 2.23 CHF | 2.24 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 87'356 CHF | 87'964 CHF | 100.00% | 100.00% |
16.12.2024 | 0.81% | 2.23 CHF | 2.24 CHF | 88'000 | 88'000 | 39'928 | 39'928 | 88'646 CHF | 89'254 CHF | 99.90% | 99.90% |
13.12.2024 | 0.80% | 2.26 CHF | 2.27 CHF | 88'000 | 88'000 | 39'341 | 39'341 | 88'538 CHF | 89'135 CHF | 100.00% | 100.00% |
12.12.2024 | 0.82% | 2.24 CHF | 2.25 CHF | 88'000 | 88'000 | 39'890 | 39'890 | 88'186 CHF | 88'794 CHF | 100.00% | 100.00% |
11.12.2024 | 0.83% | 2.21 CHF | 2.22 CHF | 89'000 | 89'000 | 40'149 | 40'149 | 87'339 CHF | 87'949 CHF | 100.00% | 100.00% |
10.12.2024 | 0.84% | 2.13 CHF | 2.14 CHF | 91'000 | 91'000 | 40'905 | 40'905 | 86'612 CHF | 87'232 CHF | 100.00% | 100.00% |
09.12.2024 | 0.84% | 2.13 CHF | 2.14 CHF | 91'000 | 91'000 | 40'955 | 40'955 | 86'731 CHF | 87'351 CHF | 100.00% | 100.00% |
06.12.2024 | 0.83% | 2.15 CHF | 2.16 CHF | 91'000 | 91'000 | 40'607 | 40'607 | 87'782 CHF | 88'398 CHF | 100.00% | 100.00% |